+1,504.8%
ASML vs CAPR
-64.9%
+1,569.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.4% | -3.2% | +6.0% |
| 7D | -0.8% | +36.0% | -36.9% | -1.5% |
| 30D | -14.9% | +25.8% | -40.7% | -15.4% |
| 3M | -13.0% | +140.8% | -153.8% | -15.2% |
| 6M | -4.7% | -67.6% | +62.9% | -3.9% |
| YTD | +42.3% | -65.9% | +108.2% | +43.1% |
| 1Y | +49.7% | +66.1% | -16.4% | +38.3% |
| 3Y | +144.3% | +256.9% | -112.6% | +112.5% |
| 5Y | +86.4% | +172.1% | -85.7% | +60.7% |
| 10Y | +1,504.8% | -64.7% | +1,569.5% | +1,180.1% |
| All | +1,504.8% | -64.9% | +1,569.8% | +1,180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling